FAEGX vs. SPYG
Compare and contrast key facts about Fidelity Advisor Equity Growth Fund Class M (FAEGX) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG).
FAEGX is managed by Fidelity. It was launched on Sep 10, 1992. SPYG is a passively managed fund by State Street that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 25, 2000.
Performance
FAEGX vs. SPYG - Performance Comparison
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FAEGX vs. SPYG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAEGX Fidelity Advisor Equity Growth Fund Class M | -5.52% | 13.98% | 14.72% | 34.88% | -24.83% | 22.39% | 43.02% | 33.25% | -0.19% | 34.52% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | -6.91% | 22.09% | 35.99% | 30.02% | -29.41% | 32.01% | 33.46% | 30.84% | -0.12% | 27.24% |
Returns By Period
In the year-to-date period, FAEGX achieves a -5.52% return, which is significantly higher than SPYG's -6.91% return. Over the past 10 years, FAEGX has underperformed SPYG with an annualized return of 15.08%, while SPYG has yielded a comparatively higher 15.90% annualized return.
FAEGX
- 1D
- 4.29%
- 1M
- -5.39%
- YTD
- -5.52%
- 6M
- -5.14%
- 1Y
- 16.86%
- 3Y*
- 14.86%
- 5Y*
- 7.94%
- 10Y*
- 15.08%
SPYG
- 1D
- 1.32%
- 1M
- -4.24%
- YTD
- -6.91%
- 6M
- -5.21%
- 1Y
- 23.24%
- 3Y*
- 22.39%
- 5Y*
- 12.53%
- 10Y*
- 15.90%
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FAEGX vs. SPYG - Expense Ratio Comparison
FAEGX has a 1.21% expense ratio, which is higher than SPYG's 0.04% expense ratio.
Return for Risk
FAEGX vs. SPYG — Risk / Return Rank
FAEGX
SPYG
FAEGX vs. SPYG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Advisor Equity Growth Fund Class M (FAEGX) and State Street SPDR Portfolio S&P 500 Growth ETF (SPYG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| FAEGX | SPYG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.81 | 1.04 | -0.23 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.62 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.23 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.75 | -0.39 |
Martin ratioReturn relative to average drawdown | 4.71 | 6.81 | -2.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FAEGX | SPYG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.81 | 1.04 | -0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.60 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.78 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.32 | +0.19 |
Correlation
The correlation between FAEGX and SPYG is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
FAEGX vs. SPYG - Dividend Comparison
FAEGX's dividend yield for the trailing twelve months is around 0.69%, more than SPYG's 0.57% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAEGX Fidelity Advisor Equity Growth Fund Class M | 0.69% | 0.65% | 0.00% | 0.58% | 2.34% | 13.01% | 12.18% | 9.80% | 7.24% | 12.32% | 6.48% | 2.40% |
SPYG State Street SPDR Portfolio S&P 500 Growth ETF | 0.57% | 0.52% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% |
Drawdowns
FAEGX vs. SPYG - Drawdown Comparison
The maximum FAEGX drawdown since its inception was -63.85%, smaller than the maximum SPYG drawdown of -67.63%. Use the drawdown chart below to compare losses from any high point for FAEGX and SPYG.
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Drawdown Indicators
| FAEGX | SPYG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.85% | -67.63% | +3.78% |
Max Drawdown (1Y)Largest decline over 1 year | -12.79% | -13.76% | +0.97% |
Max Drawdown (5Y)Largest decline over 5 years | -31.02% | -32.67% | +1.65% |
Max Drawdown (10Y)Largest decline over 10 years | -31.16% | -32.67% | +1.51% |
Current DrawdownCurrent decline from peak | -9.01% | -9.06% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -16.23% | -24.48% | +8.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 3.55% | +0.14% |
Volatility
FAEGX vs. SPYG - Volatility Comparison
Fidelity Advisor Equity Growth Fund Class M (FAEGX) has a higher volatility of 7.78% compared to State Street SPDR Portfolio S&P 500 Growth ETF (SPYG) at 7.32%. This indicates that FAEGX's price experiences larger fluctuations and is considered to be riskier than SPYG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAEGX | SPYG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.78% | 7.32% | +0.46% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 12.90% | +0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.85% | 22.42% | -0.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.80% | 21.13% | -0.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.80% | 20.57% | +0.23% |